應用風險值之零售商橫向調撥模式

Abstract

近年因網路與全球化觀念發展，使得企業的競爭由單家廠商擴大為整體供應鏈的競爭，而供應鏈的競爭力來自終端消費者的服務水準。因此，許多零售商選擇利用橫向調撥(Lateral Transshipment)的方式，及時地滿足終端消費者需求；而提供存貨的零售商在進行調撥決策時，會規避自身缺貨風險造成的損失。緣此，本研究發展一個橫向調撥之數學模式，以條件風險值(Conditional VaR, CVaR)做為目標式及限制條件之模化參考，並將風險值(Value at Risk, VaR)設定為決策變數，期望可協助調撥決策者由風險規避的角度進行調撥規劃，降低缺貨風險下之系統總成本。 本研究經由範例測試之結果發現，在高缺貨風險環境下，整體調撥數量較少，而有能力調撥出貨之零售商保留存貨之數量也愈多。風險規避程度較高的決策者，其估算之條件風險值將提高，並且意料外的成本類型較少，且成本相對較低。決策者在調撥對象選擇上，會衡量調撥雙方缺貨成本，並盡可能選擇整體調撥成本較低的零售商出貨。

In recent years, the business competition is extending to supply chain-to-supply chain with the trend of internet and globalization. The supply chain competition is coming from the service level of final customers, so that many retailers will chose lateral transshipment to satisfy the demand of their customers in time. In the mean time, the retailers supplying inventory will make transshipment decisions to averse the loss from their won shortage risk. This study develops a lateral transshipment model in a shortage risk-averse way, which includs the Conditional Value at Risk as the objective function and constraints. Moreover, Value at Risk is taken as the decision variable. This transshipment model can help retailers make transshipment decision in stockout risk aversion to lower their total cost. From the results of numerical example, we can find out that the transshipment quantity decrease more in higher shortage risk circumstance, and retailers will reserve more inventory. The higher aversive level of the decision maker, the larger CVaR is estimated, and the value of excess cost are relatively lower. The risk-averse decision maker will choose retailers with lower unit shortage cost as inventory suppliers.